Query: fra
OS: hpux
Section: 1
Format: Original Unix Latex Style Formatted with HTML and a Horizontal Scroll Bar
FRA(1) General Commands Manual FRA(1) NAME
FRA - Example of using QuantLib SYNOPSIS
FRA DESCRIPTION
FRA is an example of using the QuantLib interest-rate model framework. FRA values a forward-rate agreement (FRA) at different forward dates under two yield curve assumptions. It thereby illustrates how set up a term structure, and to use it to price a simple forward-rate agreement. SEE ALSO
The source code FRA.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org. AUTHORS
The QuantLib Group (see Authors.txt). This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib. QuantLib 07 Jul 2006 FRA(1)
| Related Man Pages |
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| callablebonds(1) - debian |
| repo(1) - debian |
| cds(1) - centos |
| cds(1) - hpux |
| fra(1) - hpux |